股指期权日报 | 2025-06-09 期权PCR 上证50ETF期权成交额PCR报0.70，环比变动为-0.08；持仓量PCR报0.94，环比变动为-0.01； 沪深300ETF期权（沪市）成交额PCR报0.76，环比变动为+0.04；持仓量PCR报0.83，环比变动为-0.02； 中证500ETF期权（沪市）成交额PCR报0.84，环比变动为+0.04；持仓量PCR报1.23，环比变动为+0.01 ； 深圳100ETF期权成交额PCR报1.31 ，环比变动为+0.39；持仓量PCR报0.89；环比变动为+0.03； 创业板ETF期权成交额PCR报0.94，环比变动为+0.05 ；持仓量PCR报0.84，环比变动为-0.02； 上证50股指期权成交额PCR报0.61，环比变动为-0.06；持仓量PCR报0.61，环比变动为-0.01； 沪深300股指期权成交额PCR报0.59 ，环比变动为+0.02；持仓量PCR报0.67，环比变动为+0.00； 中证1000股指期权成交额PCR报0.90，环比变动为+0.02；持仓量PCR报0.98，环比变动为-0.01。 期权VIX 上证50ETF期权VIX报13.97 ...

股指期权日报 | 2025-06-06 股指期权日报 股指期权市场概况 期权成交量 2025-06-05，上证50ETF期权成交量为59.75万张；沪深300ETF期权（沪市）成交量为58.03万张； 中证500ETF期权（沪市）成交量为104.25万张；深证100ETF期权成交量为3.40万张； 创业板ETF期权成交量为78.43万张；上证50股指期权成交量为1.47万张； 沪深300股指期权成交量为4.87万张；中证1000期权总成交量为16.35万张。 期权PCR 上证50ETF期权成交额PCR报0.78，环比变动为-0.03；持仓量PCR报0.95，环比变动为-0.02； 沪深300ETF期权（沪市）成交额PCR报0.72，环比变动为-0.06；持仓量PCR报0.85，环比变动为+0.00； 中证500ETF期权（沪市）成交额PCR报0.79，环比变动为-0.10；持仓量PCR报1.22，环比变动为+0.04 ； 深圳100ETF期权成交额PCR报0.92 ，环比变动为+0.00；持仓量PCR报0.86；环比变动为-0.01； 创业板ETF期权成交额PCR报0.89，环比变动为-0.07 ；持仓量PC ...

股指期权日报 | 2025-06-05 股指期权日报 股指期权市场概况 2025年期货市场研究报告 第1页 请仔细阅读本报告最后一页的免责声明 期权成交量 2025-06-04，上证50ETF期权成交量为63.45万张；沪深300ETF期权（沪市）成交量为55.46万张； 中证500ETF期权（沪市）成交量为95.40万张；深证100ETF期权成交量为3.93万张； 创业板ETF期权成交量为69.42万张；上证50股指期权成交量为1.43万张； 沪深300股指期权成交量为4.41万张；中证1000期权总成交量为12.31万张。 期权PCR 上证50ETF期权成交额PCR报0.82，环比变动为-0.14；持仓量PCR报0.97，环比变动为+0.00； 沪深300ETF期权（沪市）成交额PCR报0.79，环比变动为-0.12；持仓量PCR报0.85，环比变动为+0.02； 中证500ETF期权（沪市）成交额PCR报0.89，环比变动为-0.15；持仓量PCR报1.18，环比变动为+0.11 ； 深圳100ETF期权成交额PCR报0.92 ，环比变动为-1.00；持仓量PCR报0.87；环比变动为-0.03； 创业 ...

股指期权日报 | 2025-06-04 股指期权日报 股指期权市场概况 期权成交量 2025-06-03，上证50ETF期权成交量为87.37万张；沪深300ETF期权（沪市）成交量为64.09万张； 中证500ETF期权（沪市）成交量为95.19万张；深证100ETF期权成交量为4.38万张； 创业板ETF期权成交量为69.43万张；上证50股指期权成交量为2.11万张； 沪深300股指期权成交量为5.05万张；中证1000期权总成交量为12.35万张。 期权PCR 上证50ETF期权成交额PCR报0.95，环比变动为-0.16；持仓量PCR报0.96，环比变动为+0.02； 沪深300ETF期权（沪市）成交额PCR报0.91，环比变动为-0.16；持仓量PCR报0.83，环比变动为+0.02； 中证500ETF期权（沪市）成交额PCR报1.05，环比变动为-0.17；持仓量PCR报1.07，环比变动为+0.05 ； 深圳100ETF期权成交额PCR报1.92 ，环比变动为+0.44；持仓量PCR报0.89；环比变动为-0.02； 创业板ETF期权成交额PCR报1.15，环比变动为-0.21 ；持仓量PCR ...

Report Industry Investment Rating - Not provided Core Viewpoints - The report presents the trading data of various index options on May 28, 2025, including trading volume, PCR, and VIX, aiming to reflect the market conditions of index options [1][2][3] Summary by Directory Option Volume - On May 28, 2025, the trading volumes of different index options were as follows: 999,800 contracts for SSE 50 ETF options; 725,700 contracts for CSI 300 ETF options (Shanghai market); 1,065,500 contracts for CSI 500 ETF options (Shanghai market); 46,100 contracts for Shenzhen 100 ETF options; 814,800 contracts for ChiNext ETF options; 11,100 contracts for SSE 50 index options; 38,900 contracts for CSI 300 index options; and 110,400 contracts for CSI 1000 index options [1] Option PCR - The PCR data of different index options on May 28, 2025, showed that the turnover PCR and position PCR of each option had different degrees of change compared with the previous period. For example, the turnover PCR of SSE 50 ETF options was 1.10, with a month - on - month change of +0.00; the position PCR was 0.96, with a month - on - month change of - 0.03 [2] Option VIX - The VIX data of different index options on May 28, 2025, showed that the VIX of each option also had different degrees of change compared with the previous period. For example, the VIX of SSE 50 ETF options was 15.81%, with a month - on - month change of +0.07% [3]

股指期权日报 | 2025-05-28 股指期权日报 股指期权市场概况 期权成交量 2025-05-27，上证50ETF期权成交量为99.98万张；沪深300ETF期权（沪市）成交量为72.57万张； 中证500ETF期权（沪市）成交量为106.55万张；深证100ETF期权成交量为5.25万张； 创业板ETF期权成交量为94.07万张；上证50股指期权成交量为1.63万张； 沪深300股指期权成交量为4.51万张；中证1000期权总成交量为12.71万张。 期权PCR 上证50ETF期权成交额PCR报1.10，环比变动为+0.08；持仓量PCR报0.98，环比变动为-0.05； 沪深300ETF期权（沪市）成交额PCR报1.20，环比变动为+0.01；持仓量PCR报0.84，环比变动为-0.04； 中证500ETF期权（沪市）成交额PCR报1.22，环比变动为-0.16；持仓量PCR报0.96，环比变动为-0.03 ； 深圳100ETF期权成交额PCR报1.06 ，环比变动为-0.48；持仓量PCR报0.90；环比变动为-0.06； 创业板ETF期权成交额PCR报1.39，环比变动为+0.00 ；持仓量PC ...

Report Industry Investment Rating No relevant content provided. Report's Core View The report presents a daily overview of the stock index options market, including option trading volume, PCR (Put-Call Ratio), and VIX (Volatility Index) data for various stock index options on May 21, 2025. Summary by Related Catalogs Option Trading Volume - On May 21, 2025, the trading volume of Shanghai Stock Exchange 50 ETF options was 963,300 contracts; the trading volume of Shanghai Stock Exchange 300 ETF options was 759,000 contracts; the trading volume of Shanghai Stock Exchange 500 ETF options was 925,100 contracts; the trading volume of Shenzhen 100 ETF options was 66,500 contracts; the trading volume of ChiNext ETF options was 1,186,200 contracts; the trading volume of Shanghai Stock Exchange 50 stock index options was 20,600 contracts; the trading volume of Shanghai Stock Exchange 300 stock index options was 50,700 contracts; and the total trading volume of China Securities 1000 options was 96,000 contracts [1]. Option PCR - The turnover PCR of Shanghai Stock Exchange 50 ETF options was reported at 0.52, with a month - on - month change of - 0.05; the position PCR was reported at 1.15, with a month - on - month change of + 0.06. Similar data were provided for other types of options [2]. Option VIX - The VIX of Shanghai Stock Exchange 50 ETF options was reported at 15.53%, with a month - on - month change of + 0.55%. Similar data were provided for other types of options [3].

Report Summary 1. Report Industry Investment Rating No information provided. 2. Core Viewpoint No information provided. 3. Summary by Directory I. Option Trading Volume - On May 20, 2025, the trading volume of SSE 50 ETF options was 986,000 contracts; CSI 300 ETF options (Shanghai) was 864,700 contracts; CSI 500 ETF options (Shanghai) was 1,132,800 contracts; Shenzhen 100 ETF options was 80,200 contracts; ChiNext ETF options was 1,119,100 contracts; SSE 50 index options was 24,300 contracts; CSI 300 index options was 49,200 contracts; and CSI 1000 options was 131,700 contracts [1][21]. II. Option PCR - SSE 50 ETF options' turnover PCR was 0.57, with a -0.31 change from the previous period; position PCR was 1.09, with a +0.04 change [2][38]. - CSI 300 ETF options (Shanghai)' turnover PCR was 0.69, with a -0.24 change; position PCR was 0.98, with a +0.06 change [2][38]. - CSI 500 ETF options (Shanghai)' turnover PCR was 0.90, with a -0.32 change; position PCR was 1.03, with a +0.08 change [2][38]. - Shenzhen 100 ETF options' turnover PCR was 0.61, with a -0.50 change; position PCR was 0.98, with a +0.01 change [2][38]. - ChiNext ETF options' turnover PCR was 0.72, with a -0.43 change; position PCR was 0.88, with a +0.04 change [2][38]. - SSE 50 index options' turnover PCR was 0.46, with a -0.24 change; position PCR was 0.60, with a -0.01 change [2][38]. - CSI 300 index options' turnover PCR was 0.72, with a -0.25 change; position PCR was 0.63, with a +0.02 change [2][38]. - CSI 1000 index options' turnover PCR was 0.91, with a -0.20 change; position PCR was 0.83, with a +0.02 change [2][38]. III. Option VIX - SSE 50 ETF options' VIX was 14.97%, with a +0.42% change from the previous period [3][55]. - CSI 300 ETF options (Shanghai)' VIX was 15.33%, with a +0.21% change [3][55]. - CSI 500 ETF options (Shanghai)' VIX was 19.31%, with a +0.51% change [3][55]. - Shenzhen 100 ETF options' VIX was 17.73%, with a +0.48% change [3][55]. - ChiNext ETF options' VIX was 24.42%, with a +0.54% change [3][55]. - SSE 50 index options' VIX was 16.42%, with a +0.75% change [3][55]. - CSI 300 index options' VIX was 16.43%, with a +0.47% change [3][55]. - CSI 1000 index options' VIX was 22.18%, with a -0.15% change [3][55].

股指期权日报 | 2025-05-19 股指期权日报 股指期权市场概况 期权成交量 2025-05-16，上证50ETF期权成交量为106.52万张；沪深300ETF期权（沪市）成交量为73.05万张； 中证500ETF期权（沪市）成交量为98.18万张；深证100ETF期权成交量为3.96万张； 创业板ETF期权成交量为77.74万张；上证50股指期权成交量为4.16万张； 沪深300股指期权成交量为9.15万张；中证1000期权总成交量为24.01万张。 期权PCR 上证50ETF期权成交额PCR报0.87，环比变动为+0.31；持仓量PCR报1.10，环比变动为-0.12； 沪深300ETF期权（沪市）成交额PCR报0.80，环比变动为+0.19；持仓量PCR报0.94，环比变动为-0.03； 中证500ETF期权（沪市）成交额PCR报1.02，环比变动为+0.05；持仓量PCR报0.94，环比变动为-0.03 ； 深圳100ETF期权成交额PCR报1.09 ，环比变动为+0.12；持仓量PCR报0.97；环比变动为-0.01； 创业板ETF期权成交额PCR报0.82，环比变动为-0.06 ；持仓量PC ...

股指期权日报 | 2025-05-16 股指期权日报 股指期权市场概况 期权成交量 2025-05-15，上证50ETF期权成交量为96.40万张；沪深300ETF期权（沪市）成交量为88.97万张； 中证500ETF期权（沪市）成交量为133.99万张；深证100ETF期权成交量为5.25万张； 创业板ETF期权成交量为101.53万张；上证50股指期权成交量为4.04万张； 沪深300股指期权成交量为9.56万张；中证1000期权总成交量为28.34万张。 期权PCR 上证50ETF期权成交额PCR报0.55，环比变动为+0.13；持仓量PCR报1.22，环比变动为-0.07； 沪深300ETF期权（沪市）成交额PCR报0.62，环比变动为+0.11；持仓量PCR报0.97，环比变动为-0.10； 中证500ETF期权（沪市）成交额PCR报0.97，环比变动为+0.23；持仓量PCR报0.97，环比变动为-0.14 ； 深圳100ETF期权成交额PCR报0.97 ，环比变动为+0.38；持仓量PCR报0.98；环比变动为-0.02； 创业板ETF期权成交额PCR报0.88，环比变动为+0.28 ；持仓量P ...